-6.3%
JD vs ZCMD
-100.0%
+93.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -0.8% | -1.4% | +0.6% | -0.8% |
| 30D | -16.0% | -21.6% | +5.5% | -15.9% |
| 3M | -3.2% | -67.4% | +64.2% | -3.8% |
| 6M | +6.1% | -99.4% | +105.5% | +12.8% |
| YTD | -0.1% | -99.7% | +99.6% | +8.1% |
| 1Y | -12.7% | -99.9% | +87.2% | -3.7% |
| 3Y | -6.3% | -100.0% | +93.7% | +3.7% |
| All | -6.3% | -100.0% | +93.7% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ZCMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling